| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
3,524.0 |
3,554.0 |
30.0 |
0.9% |
3,407.0 |
| High |
3,593.0 |
3,574.0 |
-19.0 |
-0.5% |
3,558.0 |
| Low |
3,524.0 |
3,538.0 |
14.0 |
0.4% |
3,359.0 |
| Close |
3,577.0 |
3,558.0 |
-19.0 |
-0.5% |
3,450.0 |
| Range |
69.0 |
36.0 |
-33.0 |
-47.8% |
199.0 |
| ATR |
106.6 |
101.8 |
-4.8 |
-4.5% |
0.0 |
| Volume |
1,860 |
350 |
-1,510 |
-81.2% |
192,012 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,664.7 |
3,647.3 |
3,577.8 |
|
| R3 |
3,628.7 |
3,611.3 |
3,567.9 |
|
| R2 |
3,592.7 |
3,592.7 |
3,564.6 |
|
| R1 |
3,575.3 |
3,575.3 |
3,561.3 |
3,584.0 |
| PP |
3,556.7 |
3,556.7 |
3,556.7 |
3,561.0 |
| S1 |
3,539.3 |
3,539.3 |
3,554.7 |
3,548.0 |
| S2 |
3,520.7 |
3,520.7 |
3,551.4 |
|
| S3 |
3,484.7 |
3,503.3 |
3,548.1 |
|
| S4 |
3,448.7 |
3,467.3 |
3,538.2 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,052.7 |
3,950.3 |
3,559.5 |
|
| R3 |
3,853.7 |
3,751.3 |
3,504.7 |
|
| R2 |
3,654.7 |
3,654.7 |
3,486.5 |
|
| R1 |
3,552.3 |
3,552.3 |
3,468.2 |
3,603.5 |
| PP |
3,455.7 |
3,455.7 |
3,455.7 |
3,481.3 |
| S1 |
3,353.3 |
3,353.3 |
3,431.8 |
3,404.5 |
| S2 |
3,256.7 |
3,256.7 |
3,413.5 |
|
| S3 |
3,057.7 |
3,154.3 |
3,395.3 |
|
| S4 |
2,858.7 |
2,955.3 |
3,340.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,593.0 |
3,415.0 |
178.0 |
5.0% |
93.0 |
2.6% |
80% |
False |
False |
25,996 |
| 10 |
3,633.0 |
3,359.0 |
274.0 |
7.7% |
101.5 |
2.9% |
73% |
False |
False |
26,729 |
| 20 |
3,839.0 |
3,359.0 |
480.0 |
13.5% |
84.3 |
2.4% |
41% |
False |
False |
14,060 |
| 40 |
3,870.0 |
3,359.0 |
511.0 |
14.4% |
74.8 |
2.1% |
39% |
False |
False |
7,641 |
| 60 |
4,423.0 |
3,359.0 |
1,064.0 |
29.9% |
78.5 |
2.2% |
19% |
False |
False |
5,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,727.0 |
|
2.618 |
3,668.2 |
|
1.618 |
3,632.2 |
|
1.000 |
3,610.0 |
|
0.618 |
3,596.2 |
|
HIGH |
3,574.0 |
|
0.618 |
3,560.2 |
|
0.500 |
3,556.0 |
|
0.382 |
3,551.8 |
|
LOW |
3,538.0 |
|
0.618 |
3,515.8 |
|
1.000 |
3,502.0 |
|
1.618 |
3,479.8 |
|
2.618 |
3,443.8 |
|
4.250 |
3,385.0 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,557.3 |
3,540.3 |
| PP |
3,556.7 |
3,522.7 |
| S1 |
3,556.0 |
3,505.0 |
|